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Tag: affine-models
4 items with this tag.
Apr 13, 2026
Strip-integral pricing is exact for psi=1 and time-additive utility
asset-pricing
recursive-utility
equity-strips
affine-models
exact-solution
Apr 13, 2026
Regime-switching affine term structure model
term-structure
regime-switching
no-arbitrage
affine-models
bond-pricing
Apr 13, 2026
Pricing Long-Lived Securities in Dynamic Endowment Economies
asset-pricing
recursive-utility
rare-disasters
affine-models
equity-strips
cross-section
ICAPM
Apr 13, 2026
don-kim
term-structure
affine-models
term-premium
monetary-policy